Approximately 50% of patients with cancer have insomnia and up to 100% have fatigue. Insomnia and fatigue lead to a cycle of physiologic de-conditioning, which further diminishes activity tolerance. Sedatives/hypnotics do not provide a solution and behavioral interventions are needed for patients receiving treatment for cancer. Specific aims of this proposed study therefore are to: 1) compare the effects of a home-based individualized exercise program that combines aerobic and strength resistance training (HBIEP) with effects of a usual care/control condition on nocturnal sleep, as measured by actigraphy, and fatigue, as measured by the Profile of Mood States (POMS) and Functional Assessment of Cancer Therapy - Fatigue (FACT-F); 2) explore the effects of the HBIEP or a usual care/control condition on Stages 2,3 and 4 non-rapid eye movement (NREM) sleep and rapid eye movement (REM) sleep, using polysomnography; and 3) examine the relationships among HBIEP, aerobic capacity (6-minute walk test), muscle strength (with dynamometer), daytime sleep, physical activity, nocturnal sleep (all with actigraphy), and fatigue (POMS and FACT-F). We hypothesize that HBIEP will improve cancer-related insomnia and decrease cancer-related fatigue. The study is a randomized trial with repeated measures of 200 patients receiving high dose chemotherapy as treatment for multiple myeloma. Data analysis will include descriptive statistics, analysis of variance, and path analysis. The long-term objective is to improve the quality of life for patients receiving cancer treatment. As their physical activity and functional status improve, patients can continue to manage their activities of daily living and may be more likely to continue cancer treatment, thus increasing their survival chances.